-21.9%
PINS vs DD
+71.6%
-93.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | -2.1% |
| 7D | -6.2% | +9.8% | -15.9% | -10.3% |
| 30D | -10.9% | +19.3% | -30.3% | -18.0% |
| 3M | -19.5% | +9.4% | -28.9% | -23.1% |
| 6M | -10.4% | +4.8% | -15.2% | -13.4% |
| YTD | -26.4% | +30.2% | -56.6% | -37.2% |
| 1Y | -29.6% | +32.2% | -61.9% | -40.5% |
| 3Y | -39.0% | +93.1% | -132.1% | -58.7% |
| 5Y | -59.1% | +68.0% | -127.1% | -71.1% |
| All | -21.9% | +71.6% | -93.5% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling